The first sfogliatella I ever ate was at Carlo's Bakery in Hoboken, New Jersey. We joined a queue and waited in the rain as white boxes lashed with red twine flew out the door of the bakery, which was heaving with a dizzying array of brightly coloured cakes and novelties. Of all the treats, the best were the cannoli and the sfogliatelle. The crunchiness of the pastry against the smoothness of the filling was so enticing. According to the guys with noble Italian blood in the kitchen, sfogliatelle are best eaten warm from the oven; their eyes rolled back as they spoke to convey the sheer pleasure of doing so.
Making the semolina custard is fairly straightforward. Note that brands of semolina vary a lot; for anything sweet use white, which comes from softer grains. If, after cooling, the custard is still too thick, stir in some milk or a little booze to soften it. It's a versatile filling, and even better when you throw in a handful or two of dried or candied fruit.
Because it's Easter, I've added chocolate to the filling in the form of cocoa powder. This tightens the mixture a little, especially if you use Dutch-process cocoa, but I like the intense flavour of this kind of cocoa and always choose it over other types. If chocolate isn't your thing, omit it altogether and instead add a load of finely grated lemon rind and a few splashes of limoncello.
The trickiest part of making sfogliatelle is getting the dough thin enough - you should be able to read through it. Even using a commercial pastry roller, I found the pastry was too thick, but I picked up a trick from an episode of Cake Boss. The key is to have a large surface area to work on. Cover a large kitchen table with an old clean tablecloth that you don't mind getting a little dirty (or, if you don't have a suitable table, you can wing it and throw a piece of melamine on top of some milk crates, which is what we do at the shop). Roll out the dough as thinly as possible with a rolling pin, make yourself a cup of tea and, if you have helpers at hand, call in the troops (many hands make light work in this case).
Stretch and pull the dough as thinly as you can using the palms of your hands and pulling in an upward and outward motion, working from the centre and then around the sides until it's evenly translucent - you're after a square of tissue-paper-thin dough. Smear half the pastry with half the butter, then fold the unbuttered pastry over the top and spread with the remaining butter. With the shortest side facing you, roll the dough into a tight cylinder - I find using the cloth to help roll makes this much easier. The cylinder will be about 6.5cm in diameter. After a few hours in the fridge (you may need to cut it into two or three segments to fit) the fat solidifies, making the dough a lot easier to handle.
Once the cylinder is firm, slice it into 5mm-thick rounds and start working with one round at a time, keeping the rest in the fridge so they remain nice and firm. Using lightly floured hands, take a round of dough and push down into the centre with your thumb, working around the pastry with your fingertips to form a funnel shape - the sides should be about 4mm thick. Pipe some filling into the funnel-shaped pocket, making sure there's enough room to pinch the edges of pastry closed to seal, and place on a baking tray lined with baking paper.
We love making the sfogliatelle at Easter, and after seeing that they're called lobster tails in the States, they seem especially appropriate for a big fish Friday. You could prepare them the day before and bake them just before you serve them so they're piping hot and you get the most out of the textures.